best.TSestModel
Select the best model
Description
Usage
best.TSestModel(models, sample.start=10, sample.end=NULL, criterion='aic', verbose=T)
Required Arguments
- models
-
A list of TSestModels.
Optional Arguments
- sample.start
-
The starting point to use for calculating information criteria.
- criteria
-
The selection criteria. 'taic' would be a better choice but this is not
available for VAR and ARMA models.
Value
Details
Information criteria are calculated and the best model returned.
See Also
Examples
z <- best.TSestModel(models)
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